NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
71.61 |
71.36 |
-0.25 |
-0.3% |
70.20 |
| High |
71.77 |
72.00 |
0.23 |
0.3% |
71.48 |
| Low |
70.62 |
71.16 |
0.54 |
0.8% |
64.49 |
| Close |
71.14 |
71.79 |
0.65 |
0.9% |
71.38 |
| Range |
1.15 |
0.84 |
-0.31 |
-27.0% |
6.99 |
| ATR |
2.09 |
2.00 |
-0.09 |
-4.2% |
0.00 |
| Volume |
114,128 |
96,970 |
-17,158 |
-15.0% |
666,610 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.17 |
73.82 |
72.25 |
|
| R3 |
73.33 |
72.98 |
72.02 |
|
| R2 |
72.49 |
72.49 |
71.94 |
|
| R1 |
72.14 |
72.14 |
71.87 |
72.32 |
| PP |
71.65 |
71.65 |
71.65 |
71.74 |
| S1 |
71.30 |
71.30 |
71.71 |
71.48 |
| S2 |
70.81 |
70.81 |
71.64 |
|
| S3 |
69.97 |
70.46 |
71.56 |
|
| S4 |
69.13 |
69.62 |
71.33 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.09 |
87.72 |
75.22 |
|
| R3 |
83.10 |
80.73 |
73.30 |
|
| R2 |
76.11 |
76.11 |
72.66 |
|
| R1 |
73.74 |
73.74 |
72.02 |
74.93 |
| PP |
69.12 |
69.12 |
69.12 |
69.71 |
| S1 |
66.75 |
66.75 |
70.74 |
67.94 |
| S2 |
62.13 |
62.13 |
70.10 |
|
| S3 |
55.14 |
59.76 |
69.46 |
|
| S4 |
48.15 |
52.77 |
67.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
72.00 |
69.11 |
2.89 |
4.0% |
1.35 |
1.9% |
93% |
True |
False |
104,952 |
| 10 |
72.00 |
64.49 |
7.51 |
10.5% |
2.19 |
3.1% |
97% |
True |
False |
117,153 |
| 20 |
74.77 |
64.49 |
10.28 |
14.3% |
2.23 |
3.1% |
71% |
False |
False |
107,161 |
| 40 |
74.77 |
64.49 |
10.28 |
14.3% |
1.81 |
2.5% |
71% |
False |
False |
81,959 |
| 60 |
74.77 |
60.67 |
14.10 |
19.6% |
1.80 |
2.5% |
79% |
False |
False |
66,084 |
| 80 |
74.77 |
57.46 |
17.31 |
24.1% |
1.70 |
2.4% |
83% |
False |
False |
55,167 |
| 100 |
74.77 |
56.24 |
18.53 |
25.8% |
1.81 |
2.5% |
84% |
False |
False |
47,812 |
| 120 |
74.77 |
53.77 |
21.00 |
29.3% |
1.78 |
2.5% |
86% |
False |
False |
41,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.57 |
|
2.618 |
74.20 |
|
1.618 |
73.36 |
|
1.000 |
72.84 |
|
0.618 |
72.52 |
|
HIGH |
72.00 |
|
0.618 |
71.68 |
|
0.500 |
71.58 |
|
0.382 |
71.48 |
|
LOW |
71.16 |
|
0.618 |
70.64 |
|
1.000 |
70.32 |
|
1.618 |
69.80 |
|
2.618 |
68.96 |
|
4.250 |
67.59 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
71.72 |
71.51 |
| PP |
71.65 |
71.23 |
| S1 |
71.58 |
70.95 |
|